| CAGR | CumulativeReturn | AnnVol | Sharpe | MaxDD | Calmar | |
|---|---|---|---|---|---|---|
| Magic Formula_정상기업 | 18.73% | 573.53% | 0.367483 | 0.509797 | -0.074451 | 2.516298 |
| Magic Formula_전체기업 | 18.74% | 573.97% | 0.367442 | 0.510046 | -0.074451 | 2.517248 |
| EV/EBITDA_정상기업 | 21.69% | 933.03% | 0.281153 | 0.771347 | -0.050093 | 4.329324 |
| EV/EBITDA_전체기업 | 21.52% | 922.2% | 0.275117 | 0.782299 | -0.044932 | 4.789942 |
| Momentum 12m_정상기업 | 47.91% | 7215.65% | 0.459557 | 1.042428 | 0.000000 | 0.000000 |
| Momentum 12m_전체기업 | 47.91% | 7215.65% | 0.459557 | 1.042428 | 0.000000 | 0.000000 |
| F-score_정상기업 | 2.93% | 24.19% | 0.159094 | 0.184144 | -0.161530 | 0.181367 |
| F-score_전체기업 | 2.93% | 24.19% | 0.159094 | 0.184144 | -0.161530 | 0.181367 |
| QMJ_정상기업 | 11.08% | 199.86% | 0.201547 | 0.549805 | -0.022820 | 4.855813 |
| QMJ_전체기업 | 10.64% | 186.94% | 0.204935 | 0.519048 | -0.061302 | 1.735201 |
| LowVol_정상기업 | 4.9% | 69.33% | 0.133236 | 0.368084 | -0.003628 | 13.518017 |
| LowVol_전체기업 | 4.9% | 69.33% | 0.133236 | 0.368084 | -0.003628 | 13.518017 |
| FF3 Strategy_정상기업 | 2.52% | 17.01% | 0.247426 | 0.101881 | -0.351139 | 0.071789 |
| FF3 Strategy_전체기업 | 1.96% | 11.97% | 0.264700 | 0.073895 | -0.347492 | 0.056289 |